Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.04.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 23.03.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -97.25% |
Year to date (YTD) | -66.67% |
1 month | n.a. |
3 months | -60.00% |
1 year | -94.12% |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 48.14 |
Premium | 0.55% |
Premium p.a. | 5.72% |
Leverage | 7.29 |
Implied volatility | 1.17 |
ISIN | CH1237245027 |
Symbol | LOGEOZ |
Security | 123724502 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Logitech Intl N, CH0025751329 |
Underlying ISIN | CH0025751329 |
Strike | 40.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 16.03.2023 |
Premium | 54.83% |
Premium p.a. | 571.85% |
Leverage | 802.91 |
Implied volatility | 117.49% |
Moneyness | out-of-the-money |
Leverage | 7.2871 |
Delta | -0.0091 |
Gamma | 0.0000 |
Theta | -0.0005 |
Rho | 0.0000 |
Vega | 0.0003 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 39.89 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |